@article{FackeldeyKoltaiNeviretal.2019, author = {Fackeldey, Konstantin and Koltai, Peter and Nevir, Peter and Rust, Henning and Schild, Axel and Weber, Marcus}, title = {From metastable to coherent sets - Time-discretization schemes}, volume = {29}, journal = {Chaos: An Interdisciplinary Journal of Nonlinear Science}, doi = {10.1063/1.5058128}, pages = {012101 -- 012101}, year = {2019}, abstract = {In this article, we show that these well-established spectral algorithms (like PCCA+, Perron Cluster Cluster Analysis) also identify coherent sets of non-autonomous dynamical systems. For the identification of coherent sets, one has to compute a discretization (a matrix T) of the transfer operator of the process using a space-time-discretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application.}, language = {en} } @article{KoltaiSchuette2018, author = {Koltai, P{\´e}ter and Sch{\"u}tte, Christof}, title = {A multiscale perturbation expansion approach for Markov state modeling of non-stationary molecular dynamics}, volume = {16}, journal = {SIAM J. Multiscale Model. Simul.}, number = {4}, publisher = {SIAM}, doi = {10.1137/17M1146403}, pages = {1455 -- 1485}, year = {2018}, abstract = {We investigate metastable dynamical systems subject to non-stationary forcing as they appear in molecular dynamics for systems driven by external fields. We show, that if the strength of the forcing is inversely proportional to the length of the slow metastable time scales of the unforced system, then the effective behavior of the forced system on slow time scales can be described by a low-dimensional reduced master equation. Our construction is explicit and uses the multiscale perturbation expansion method called two-timing, or method of multiple scales. The reduced master equation—a Markov state model—can be assembled by constructing two equilibrium Markov state models; one for the unforced system, and one for a slightly perturbed one.}, language = {en} } @article{HelfmannRiberaBorrellSchuetteetal.2020, author = {Helfmann, Luzie and Ribera Borrell, Enric and Sch{\"u}tte, Christof and Koltai, Peter}, title = {Extending Transition Path Theory: Periodically Driven and Finite-Time Dynamics}, volume = {30}, journal = {Journal of Nonlinear Science}, doi = {https://doi.org/10.1007/s00332-020-09652-7}, pages = {3321 -- 3366}, year = {2020}, language = {en} } @article{KoltaiLiePlonka2019, author = {Koltai, P{\´e}ter and Lie, Han Cheng and Plonka, Martin}, title = {Fr{\´e}chet differentiable drift dependence of Perron-Frobenius and Koopman operators for non-deterministic dynamics}, volume = {32}, journal = {Nonlinearity}, number = {11}, doi = {10.1088/1361-6544/ab1f2a}, pages = {4232 -- 4257}, year = {2019}, abstract = {We prove the Fr{\´e}chet differentiability with respect to the drift of Perron-Frobenius and Koopman operators associated to time-inhomogeneous ordinary stochastic differential equations. This result relies on a similar differentiability result for pathwise expectations of path functionals of the solution of the stochastic differential equation, which we establish using Girsanov's formula. We demonstrate the significance of our result in the context of dynamical systems and operator theory, by proving continuously differentiable drift dependence of the simple eigen- and singular values and the corresponding eigen- and singular functions of the stochastic Perron-Frobenius and Koopman operators.}, language = {en} } @article{MironBeronVeraHelfmannetal.2021, author = {Miron, Philippe and Beron-Vera, Francisco and Helfmann, Luzie and Koltai, P{\´e}ter}, title = {Transition paths of marine debris and the stability of the garbage patches}, volume = {31}, journal = {Chaos: An Interdisciplinary Journal of Nonlinear Science}, number = {3}, arxiv = {http://arxiv.org/abs/2009.11234}, doi = {https://doi.org/10.1063/5.0030535}, year = {2021}, abstract = {We used transition path theory (TPT) to infer "reactive" pathways of floating marine debris trajectories. The TPT analysis was applied on a pollution-aware time-homogeneous Markov chain model constructed from trajectories produced by satellite-tracked undrogued buoys from the NOAA Global Drifter Program. The latter involved coping with the openness of the system in physical space, which further required an adaptation of the standard TPT setting. Directly connecting pollution sources along coastlines with garbage patches of varied strengths, the unveiled reactive pollution routes represent alternative targets for ocean cleanup efforts. Among our specific findings we highlight: constraining a highly probable pollution source for the Great Pacific Garbage Patch; characterizing the weakness of the Indian Ocean gyre as a trap for plastic waste; and unveiling a tendency of the subtropical gyres to export garbage toward the coastlines rather than to other gyres in the event of anomalously intense winds.}, language = {en} } @article{WulkowKoltaiSchuette2021, author = {Wulkow, Niklas and Koltai, P{\´e}ter and Sch{\"u}tte, Christof}, title = {Memory-Based Reduced Modelling and Data-Based Estimation of Opinion Spreading}, volume = {31}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-020-09673-2}, year = {2021}, abstract = {We investigate opinion dynamics based on an agent-based model and are interested in predicting the evolution of the percentages of the entire agent population that share an opinion. Since these opinion percentages can be seen as an aggregated observation of the full system state, the individual opinions of each agent, we view this in the framework of the Mori-Zwanzig projection formalism. More specifically, we show how to estimate a nonlinear autoregressive model (NAR) with memory from data given by a time series of opinion percentages, and discuss its prediction capacities for various specific topologies of the agent interaction network. We demonstrate that the inclusion of memory terms significantly improves the prediction quality on examples with different network topologies.}, language = {en} } @article{BittracherKoltaiKlusetal.2018, author = {Bittracher, Andreas and Koltai, P{\´e}ter and Klus, Stefan and Banisch, Ralf and Dellnitz, Michael and Sch{\"u}tte, Christof}, title = {Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics}, volume = {28}, journal = {Jounal of Nonlinear Science}, number = {2}, doi = {10.1007/s00332-017-9415-0}, pages = {471 -- 512}, year = {2018}, abstract = {We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics.}, language = {en} } @article{KoltaiWuNoeetal.2018, author = {Koltai, Peter and Wu, Hao and No{\´e}, Frank and Sch{\"u}tte, Christof}, title = {Optimal data-driven estimation of generalized Markov state models for non-equilibrium dynamics}, volume = {6}, journal = {Computation}, number = {1}, publisher = {MDPI}, address = {Basel, Switzerland}, doi = {10.3390/computation6010022}, pages = {22}, year = {2018}, language = {en} } @article{KlusKoltaiSchuette2016, author = {Klus, Stefan and Koltai, Peter and Sch{\"u}tte, Christof}, title = {On the numerical approximation of the Perron-Frobenius and Koopman operator}, volume = {3}, journal = {Journal of Computational Dynamics}, number = {1}, doi = {10.3934/jcd.2016003}, pages = {51 -- 77}, year = {2016}, abstract = {Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the Perron-Frobenius and the Koopman operator. In this paper, we will review di� fferent methods that have been developed over the last decades to compute � infinite-dimensional approximations of these in� finite-dimensional operators - in particular Ulam's method and Extended Dynamic Mode Decomposition (EDMD) - and highlight the similarities and di� fferences between these approaches. The results will be illustrated using simple stochastic di� fferential equations and molecular dynamics examples.}, language = {en} } @article{KlusNueskeKoltaietal.2018, author = {Klus, Stefan and N{\"u}ske, Feliks and Koltai, Peter and Wu, Hao and Kevrekidis, Ioannis and Sch{\"u}tte, Christof and No{\´e}, Frank}, title = {Data-driven model reduction and transfer operator approximation}, volume = {28}, journal = {Journal of Nonlinear Science}, number = {3}, doi = {10.1007/s00332-017-9437-7}, pages = {985 -- 1010}, year = {2018}, language = {en} } @article{KoltaiCiccottiSchuette2016, author = {Koltai, Peter and Ciccotti, Giovanni and Sch{\"u}tte, Christof}, title = {On Markov state models for non-equilibrium molecular dynamics}, volume = {145}, journal = {The Journal of Chemical Physics}, number = {174103}, doi = {10.1063/1.4966157}, year = {2016}, language = {en} } @misc{BittracherKoltaiKlusetal.2017, author = {Bittracher, Andreas and Koltai, P{\´e}ter and Klus, Stefan and Banisch, Ralf and Dellnitz, Michael and Sch{\"u}tte, Christof}, title = {Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-63822}, year = {2017}, abstract = {We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics.}, language = {en} } @misc{KoltaiSchuette2017, author = {Koltai, P{\´e}ter and Sch{\"u}tte, Christof}, title = {A multi scale perturbation expansion approach for Markov state modeling of non-stationary molecular dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-64868}, year = {2017}, abstract = {We investigate metastable dynamical systems subject to non-stationary forcing as they appear in molecular dynamics for systems driven by external fields. We show, that if the strength of the forcing is inversely proportional to the length of the slow metastable time scales of the unforced system, then the effective behavior of the forced system on slow time scales can be described by a low-dimensional reduced master equation. Our construction is explicit and uses the multiscale perturbation expansion method called two-timing, or method of multiple scales. The reduced master equation—a Markov state model—can be assembled by constructing two equilibrium Markov state models; one for the unforced system, and one for a slightly perturbed one.}, language = {en} }